摘要
协整理论是经济计量学中处理非平稳经济时间序列常用的一种理论,具有模型可靠的优点。将其引入河川径流序列分析中,以黄河为例,通过单位根检验,获得平稳的河川径流序列,在此基础上,建立了误差修正模型,用于描述流域上下游径流间的协整关系。
The theory of cointegration is usually used to deal with the nonstationary economic time series inmeasuring economics. The model established on this theory is reliable. In case of introducing the theory to runoff analysing on the Yellow River, the stationary runoff time series are obtained by unit root testing. Based on the stationary data, the error correction model is set up, which can describe the cointegration relationship between the runoff on the upper and lower reaches.
出处
《水文》
CSCD
北大核心
2005年第1期5-8,共4页
Journal of China Hydrology
基金
国家自然科学基金资助项目(50079021)
关键词
河川径流
协整
单位根
误差修正模型
黄河
runoff
cointegration
unit root
error correction model
the Yellow River
